Wednesday, January 21, 2015

Bug found in standard deviation calculation.

I just corrected a bug in musigma.sh: the actual Z-scores for the euro predictor are actually around +0.7, not +1.5 as I had thought. It may still be significant. Especially since the histogram for the Z-scores of the 31 neural networks shows a bell curve with a mean close to +0.7. That is: not just some ugly distribution.

Here's the corrected version:

https://www.dropbox.com/s/itckgrnq77tj7fo/elm.tar.gz?dl=0

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